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Fix concurrent root halt on infeasible MILP #1413

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Fix concurrent root halt on infeasible MILP #1413

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10 changes: 10 additions & 0 deletions cpp/src/branch_and_bound/branch_and_bound.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -1981,6 +1981,15 @@ lp_status_t branch_and_bound_t<i_t, f_t>::solve_root_relaxation(
std::string solver_name = "";

lp_status_t root_status;
auto request_root_concurrent_halt = [this](lp_status_t status) {
if (status == lp_status_t::OPTIMAL || status == lp_status_t::INFEASIBLE ||
status == lp_status_t::UNBOUNDED || status == lp_status_t::UNBOUNDED_OR_INFEASIBLE ||
status == lp_status_t::ITERATION_LIMIT || status == lp_status_t::TIME_LIMIT ||
status == lp_status_t::NUMERICAL_ISSUES || status == lp_status_t::CUTOFF ||
status == lp_status_t::WORK_LIMIT) {
set_root_concurrent_halt(1);
}
};

// Launch a task for solving the root LP relaxation via dual simplex.
#pragma omp task default(shared) depend(out : root_status) priority(CUOPT_CRITICAL_TASK_PRIORITY)
Expand All @@ -1995,6 +2004,7 @@ lp_status_t branch_and_bound_t<i_t, f_t>::solve_root_relaxation(
root_vstatus_,
edge_norms_,
nullptr);
request_root_concurrent_halt(root_status);
}

// Wait for the root relaxation solution to be sent by the diversity manager or dual simplex
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35 changes: 35 additions & 0 deletions python/libcuopt/libcuopt/tests/test_cli.sh
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Expand Up @@ -31,3 +31,38 @@ cuopt_cli "${RAPIDS_DATASET_ROOT_DIR}"/linear_programming/good-mps-1.lp.bz2 | gr
# Add a for mixed integer programming test with options

cuopt_cli "${RAPIDS_DATASET_ROOT_DIR}"/mip/sample.mps --mip-absolute-gap 0.01 --time-limit 10 | grep -q "Solution objective" || (echo "Expected solution objective not found" && exit 1)

# Regression for opportunistic concurrent root LP solve on an infeasible MILP.
# Default opportunistic mode should return Infeasible instead of aborting.
tmp_mps="$(mktemp "${TMPDIR:-/tmp}/cuopt-infeasible-milp.XXXXXX.mps")"
trap 'rm -f "${tmp_mps}"' EXIT
python3 - "${tmp_mps}" <<'PY'
import sys

path = sys.argv[1]
n = 120
a_vals = [1.0 + ((i * 37) % 90) / 10.0 for i in range(n)]
b_vals = [a + (((i * 17) % 11) - 5.0) / 20.0 for i, a in enumerate(a_vals)]
need_a = 0.8 * sum(a_vals)
cap_b = 0.3 * sum(b_vals)

with open(path, "w", encoding="utf-8") as f:
f.write("NAME INFEAS_MILP\n")
f.write("ROWS\n")
f.write(" N COST\n")
f.write(" G NEED_A\n")
f.write(" L CAP_B\n")
f.write("COLUMNS\n")
f.write(" M1 'MARKER' 'INTORG'\n")
for i, (a, b) in enumerate(zip(a_vals, b_vals)):
f.write(f" x{i:<8} COST 1 NEED_A {a:.17g}\n")
f.write(f" x{i:<8} CAP_B {b:.17g}\n")
f.write(" M2 'MARKER' 'INTEND'\n")
f.write("RHS\n")
f.write(f" RHS NEED_A {need_a:.17g} CAP_B {cap_b:.17g}\n")
f.write("BOUNDS\n")
for i in range(n):
f.write(f" UP BND x{i:<8} 1\n")
f.write("ENDATA\n")
PY
cuopt_cli "${tmp_mps}" --time-limit 30 --mip-determinism-mode 0 | grep -q "Termination Status: Infeasible" || (echo "Expected infeasible status for opportunistic MILP" && exit 1)